-6.4%
TLT vs VEU
+23.8%
-30.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | -4.9% | +2.5% | -7.4% | -5.3% |
| 6M | -5.0% | +11.1% | -16.2% | -6.7% |
| YTD | -4.4% | +16.5% | -20.9% | -6.0% |
| 1Y | -6.4% | +22.9% | -29.3% | -7.6% |
| All | -6.4% | +23.8% | -30.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling